//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Langlois, Hugues"
~person:"Pelletier, Denis"
~subject:"Aktienmarkt"
~subject:"Credit derivative"
~subject:"Korrelation"
~subject:"Risk management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Christoffersen, Peter F."
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Credit derivative
Korrelation
Risk management
Risikomaß
3
Risk measure
3
Stock market
3
Correlation
2
Diversification
2
Diversifikation
2
Multivariate Verteilung
2
Multivariate distribution
2
Risikomanagement
2
USA
2
United States
2
1963-2010
1
1973-2009
1
ARCH model
1
ARCH-Modell
1
Auskunftspflicht
1
Bankgeschäft
1
Banking services
1
Börsenkurs
1
CDS
1
Capital income
1
Copula
1
Credit risk
1
Dauer
1
Default risk
1
Disclosure regulation
1
Duration
1
Dynamic dependence
1
Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Financial services
1
Finanzdienstleistung
1
Forecasting model
1
Gewinn- und Verlustrechnung
1
Income statement
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
5
Author
All
Langlois, Hugues
Pelletier, Denis
Christoffersen, Peter F.
30
Bollerslev, Tim
9
Diebold, Francis X.
9
Jacobs, Kris
8
Andersen, Torben G.
5
Andersen, Torben
4
Chang, Bo Young
3
Errunza, Vihang R.
3
Feunou, Bruno
3
Jeon, Yoontae
3
Jin, Xisong
3
Berkowitz, Jeremy
2
Hahn, Jinyong
2
Inoue, Atsushi
2
Ornthanalai, Chayawat
2
Allen, Franklin
1
Amaya, Diego
1
Beck, Thorsten
1
Carey, Mark
1
Chan, Nicholas
1
Demirgüç-Kunt, Asli
1
Ornthanalai, Chaywat
1
Stulz, René M.
1
Vainberg, Gregory
1
Vasquez, Aurelio
1
more ...
less ...
Published in...
All
CREATES research paper
2
Journal of financial and quantitative analysis : JFQA
1
Review of finance : journal of the European Finance Association
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
2
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
-
2011
Persistent link: https://www.econbiz.de/10009385098
Saved in:
3
Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
;
Berkowitz, Jeremy
;
Pelletier, …
-
2009
Persistent link: https://www.econbiz.de/10003865687
Saved in:
4
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1371-1404
Persistent link: https://www.econbiz.de/10010343643
Saved in:
5
Is the potential for international diversification disappearing? : a dynamic copula approach
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3611-3751
Persistent link: https://www.econbiz.de/10009714147
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->